43rd IEEE Conference on Decision and Control, Bahamas, 14 - 17 December 2004, pp.851-856, (Full Text)
In this paper, we present a new subspace-based algorithm for the identification of multi-input/multi-output, square, discrete-time, linear-time invariant systems from nonuniformly spaced power spectrum measurements. The algorithm is strongly consistent and it is illustrated with one practical example that solves a stochastic road modeling problem.